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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 02 Dec 2009 09:45:17 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/02/t1259773022z5pdcamupbhv9js.htm/, Retrieved Sun, 28 Apr 2024 06:19:38 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62434, Retrieved Sun, 28 Apr 2024 06:19:38 +0000

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User-defined keywords

Estimated Impact

160

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [W8] [2009-11-25 18:19:32] [315ba876df544ad397193b5931d5f354]
-   P             [(Partial) Autocorrelation Function] [WS8] [2009-12-02 16:45:17] [95523ebdb89b97dbf680ec91e0b4bca2] [Current]

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62434&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62434&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62434&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.486218	3.7662	0.00019
2	0.364636	2.8245	0.00321
3	0.439543	3.4047	0.000593
4	0.447739	3.4682	0.000488
5	0.374016	2.8971	0.002625
6	0.264478	2.0486	0.02244
7	0.164813	1.2766	0.103325
8	0.218937	1.6959	0.047546
9	0.078956	0.6116	0.27156
10	-0.048899	-0.3788	0.353099
11	0.077358	0.5992	0.275644
12	0.28139	2.1796	0.01661
13	-0.043218	-0.3348	0.369483
14	-0.113921	-0.8824	0.190534
15	-0.065713	-0.509	0.306306
16	0.03698	0.2864	0.387763
17	-0.043997	-0.3408	0.367224
18	-0.085444	-0.6618	0.255302
19	-0.090487	-0.7009	0.243034
20	-0.067273	-0.5211	0.302108
21	-0.184823	-1.4316	0.078719
22	-0.203931	-1.5796	0.059723
23	-0.117491	-0.9101	0.183211
24	0.006513	0.0505	0.479965
25	-0.180138	-1.3953	0.084028
26	-0.278475	-2.1571	0.017509
27	-0.189835	-1.4705	0.073332
28	-0.093614	-0.7251	0.235596
29	-0.188863	-1.4629	0.074353
30	-0.19114	-1.4806	0.071978
31	-0.176665	-1.3684	0.088138
32	-0.211468	-1.638	0.053325
33	-0.248927	-1.9282	0.029284
34	-0.239592	-1.8559	0.034192
35	-0.194668	-1.5079	0.068415
36	-0.103096	-0.7986	0.213842
37	-0.209178	-1.6203	0.055208
38	-0.267023	-2.0684	0.021462
39	-0.152659	-1.1825	0.120837
40	-0.075739	-0.5867	0.279812
41	-0.131996	-1.0224	0.155339
42	-0.081577	-0.6319	0.264928
43	-0.055896	-0.433	0.333295
44	-0.107686	-0.8341	0.203757
45	-0.042032	-0.3256	0.372939
46	-0.070189	-0.5437	0.294337
47	0.012319	0.0954	0.462149
48	0.089004	0.6894	0.246608
49	-0.006653	-0.0515	0.479535
50	0.017982	0.1393	0.444844
51	0.096048	0.744	0.229895
52	0.121609	0.942	0.174991
53	0.118957	0.9214	0.180257
54	0.100813	0.7809	0.218967
55	0.062505	0.4842	0.315017
56	0.066571	0.5157	0.303994
57	0.070714	0.5477	0.292949
58	0.022816	0.1767	0.430157
59	0.041395	0.3206	0.374798
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.486218 & 3.7662 & 0.00019 \tabularnewline
2 & 0.364636 & 2.8245 & 0.00321 \tabularnewline
3 & 0.439543 & 3.4047 & 0.000593 \tabularnewline
4 & 0.447739 & 3.4682 & 0.000488 \tabularnewline
5 & 0.374016 & 2.8971 & 0.002625 \tabularnewline
6 & 0.264478 & 2.0486 & 0.02244 \tabularnewline
7 & 0.164813 & 1.2766 & 0.103325 \tabularnewline
8 & 0.218937 & 1.6959 & 0.047546 \tabularnewline
9 & 0.078956 & 0.6116 & 0.27156 \tabularnewline
10 & -0.048899 & -0.3788 & 0.353099 \tabularnewline
11 & 0.077358 & 0.5992 & 0.275644 \tabularnewline
12 & 0.28139 & 2.1796 & 0.01661 \tabularnewline
13 & -0.043218 & -0.3348 & 0.369483 \tabularnewline
14 & -0.113921 & -0.8824 & 0.190534 \tabularnewline
15 & -0.065713 & -0.509 & 0.306306 \tabularnewline
16 & 0.03698 & 0.2864 & 0.387763 \tabularnewline
17 & -0.043997 & -0.3408 & 0.367224 \tabularnewline
18 & -0.085444 & -0.6618 & 0.255302 \tabularnewline
19 & -0.090487 & -0.7009 & 0.243034 \tabularnewline
20 & -0.067273 & -0.5211 & 0.302108 \tabularnewline
21 & -0.184823 & -1.4316 & 0.078719 \tabularnewline
22 & -0.203931 & -1.5796 & 0.059723 \tabularnewline
23 & -0.117491 & -0.9101 & 0.183211 \tabularnewline
24 & 0.006513 & 0.0505 & 0.479965 \tabularnewline
25 & -0.180138 & -1.3953 & 0.084028 \tabularnewline
26 & -0.278475 & -2.1571 & 0.017509 \tabularnewline
27 & -0.189835 & -1.4705 & 0.073332 \tabularnewline
28 & -0.093614 & -0.7251 & 0.235596 \tabularnewline
29 & -0.188863 & -1.4629 & 0.074353 \tabularnewline
30 & -0.19114 & -1.4806 & 0.071978 \tabularnewline
31 & -0.176665 & -1.3684 & 0.088138 \tabularnewline
32 & -0.211468 & -1.638 & 0.053325 \tabularnewline
33 & -0.248927 & -1.9282 & 0.029284 \tabularnewline
34 & -0.239592 & -1.8559 & 0.034192 \tabularnewline
35 & -0.194668 & -1.5079 & 0.068415 \tabularnewline
36 & -0.103096 & -0.7986 & 0.213842 \tabularnewline
37 & -0.209178 & -1.6203 & 0.055208 \tabularnewline
38 & -0.267023 & -2.0684 & 0.021462 \tabularnewline
39 & -0.152659 & -1.1825 & 0.120837 \tabularnewline
40 & -0.075739 & -0.5867 & 0.279812 \tabularnewline
41 & -0.131996 & -1.0224 & 0.155339 \tabularnewline
42 & -0.081577 & -0.6319 & 0.264928 \tabularnewline
43 & -0.055896 & -0.433 & 0.333295 \tabularnewline
44 & -0.107686 & -0.8341 & 0.203757 \tabularnewline
45 & -0.042032 & -0.3256 & 0.372939 \tabularnewline
46 & -0.070189 & -0.5437 & 0.294337 \tabularnewline
47 & 0.012319 & 0.0954 & 0.462149 \tabularnewline
48 & 0.089004 & 0.6894 & 0.246608 \tabularnewline
49 & -0.006653 & -0.0515 & 0.479535 \tabularnewline
50 & 0.017982 & 0.1393 & 0.444844 \tabularnewline
51 & 0.096048 & 0.744 & 0.229895 \tabularnewline
52 & 0.121609 & 0.942 & 0.174991 \tabularnewline
53 & 0.118957 & 0.9214 & 0.180257 \tabularnewline
54 & 0.100813 & 0.7809 & 0.218967 \tabularnewline
55 & 0.062505 & 0.4842 & 0.315017 \tabularnewline
56 & 0.066571 & 0.5157 & 0.303994 \tabularnewline
57 & 0.070714 & 0.5477 & 0.292949 \tabularnewline
58 & 0.022816 & 0.1767 & 0.430157 \tabularnewline
59 & 0.041395 & 0.3206 & 0.374798 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62434&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.486218[/C][C]3.7662[/C][C]0.00019[/C][/ROW]
[ROW][C]2[/C][C]0.364636[/C][C]2.8245[/C][C]0.00321[/C][/ROW]
[ROW][C]3[/C][C]0.439543[/C][C]3.4047[/C][C]0.000593[/C][/ROW]
[ROW][C]4[/C][C]0.447739[/C][C]3.4682[/C][C]0.000488[/C][/ROW]
[ROW][C]5[/C][C]0.374016[/C][C]2.8971[/C][C]0.002625[/C][/ROW]
[ROW][C]6[/C][C]0.264478[/C][C]2.0486[/C][C]0.02244[/C][/ROW]
[ROW][C]7[/C][C]0.164813[/C][C]1.2766[/C][C]0.103325[/C][/ROW]
[ROW][C]8[/C][C]0.218937[/C][C]1.6959[/C][C]0.047546[/C][/ROW]
[ROW][C]9[/C][C]0.078956[/C][C]0.6116[/C][C]0.27156[/C][/ROW]
[ROW][C]10[/C][C]-0.048899[/C][C]-0.3788[/C][C]0.353099[/C][/ROW]
[ROW][C]11[/C][C]0.077358[/C][C]0.5992[/C][C]0.275644[/C][/ROW]
[ROW][C]12[/C][C]0.28139[/C][C]2.1796[/C][C]0.01661[/C][/ROW]
[ROW][C]13[/C][C]-0.043218[/C][C]-0.3348[/C][C]0.369483[/C][/ROW]
[ROW][C]14[/C][C]-0.113921[/C][C]-0.8824[/C][C]0.190534[/C][/ROW]
[ROW][C]15[/C][C]-0.065713[/C][C]-0.509[/C][C]0.306306[/C][/ROW]
[ROW][C]16[/C][C]0.03698[/C][C]0.2864[/C][C]0.387763[/C][/ROW]
[ROW][C]17[/C][C]-0.043997[/C][C]-0.3408[/C][C]0.367224[/C][/ROW]
[ROW][C]18[/C][C]-0.085444[/C][C]-0.6618[/C][C]0.255302[/C][/ROW]
[ROW][C]19[/C][C]-0.090487[/C][C]-0.7009[/C][C]0.243034[/C][/ROW]
[ROW][C]20[/C][C]-0.067273[/C][C]-0.5211[/C][C]0.302108[/C][/ROW]
[ROW][C]21[/C][C]-0.184823[/C][C]-1.4316[/C][C]0.078719[/C][/ROW]
[ROW][C]22[/C][C]-0.203931[/C][C]-1.5796[/C][C]0.059723[/C][/ROW]
[ROW][C]23[/C][C]-0.117491[/C][C]-0.9101[/C][C]0.183211[/C][/ROW]
[ROW][C]24[/C][C]0.006513[/C][C]0.0505[/C][C]0.479965[/C][/ROW]
[ROW][C]25[/C][C]-0.180138[/C][C]-1.3953[/C][C]0.084028[/C][/ROW]
[ROW][C]26[/C][C]-0.278475[/C][C]-2.1571[/C][C]0.017509[/C][/ROW]
[ROW][C]27[/C][C]-0.189835[/C][C]-1.4705[/C][C]0.073332[/C][/ROW]
[ROW][C]28[/C][C]-0.093614[/C][C]-0.7251[/C][C]0.235596[/C][/ROW]
[ROW][C]29[/C][C]-0.188863[/C][C]-1.4629[/C][C]0.074353[/C][/ROW]
[ROW][C]30[/C][C]-0.19114[/C][C]-1.4806[/C][C]0.071978[/C][/ROW]
[ROW][C]31[/C][C]-0.176665[/C][C]-1.3684[/C][C]0.088138[/C][/ROW]
[ROW][C]32[/C][C]-0.211468[/C][C]-1.638[/C][C]0.053325[/C][/ROW]
[ROW][C]33[/C][C]-0.248927[/C][C]-1.9282[/C][C]0.029284[/C][/ROW]
[ROW][C]34[/C][C]-0.239592[/C][C]-1.8559[/C][C]0.034192[/C][/ROW]
[ROW][C]35[/C][C]-0.194668[/C][C]-1.5079[/C][C]0.068415[/C][/ROW]
[ROW][C]36[/C][C]-0.103096[/C][C]-0.7986[/C][C]0.213842[/C][/ROW]
[ROW][C]37[/C][C]-0.209178[/C][C]-1.6203[/C][C]0.055208[/C][/ROW]
[ROW][C]38[/C][C]-0.267023[/C][C]-2.0684[/C][C]0.021462[/C][/ROW]
[ROW][C]39[/C][C]-0.152659[/C][C]-1.1825[/C][C]0.120837[/C][/ROW]
[ROW][C]40[/C][C]-0.075739[/C][C]-0.5867[/C][C]0.279812[/C][/ROW]
[ROW][C]41[/C][C]-0.131996[/C][C]-1.0224[/C][C]0.155339[/C][/ROW]
[ROW][C]42[/C][C]-0.081577[/C][C]-0.6319[/C][C]0.264928[/C][/ROW]
[ROW][C]43[/C][C]-0.055896[/C][C]-0.433[/C][C]0.333295[/C][/ROW]
[ROW][C]44[/C][C]-0.107686[/C][C]-0.8341[/C][C]0.203757[/C][/ROW]
[ROW][C]45[/C][C]-0.042032[/C][C]-0.3256[/C][C]0.372939[/C][/ROW]
[ROW][C]46[/C][C]-0.070189[/C][C]-0.5437[/C][C]0.294337[/C][/ROW]
[ROW][C]47[/C][C]0.012319[/C][C]0.0954[/C][C]0.462149[/C][/ROW]
[ROW][C]48[/C][C]0.089004[/C][C]0.6894[/C][C]0.246608[/C][/ROW]
[ROW][C]49[/C][C]-0.006653[/C][C]-0.0515[/C][C]0.479535[/C][/ROW]
[ROW][C]50[/C][C]0.017982[/C][C]0.1393[/C][C]0.444844[/C][/ROW]
[ROW][C]51[/C][C]0.096048[/C][C]0.744[/C][C]0.229895[/C][/ROW]
[ROW][C]52[/C][C]0.121609[/C][C]0.942[/C][C]0.174991[/C][/ROW]
[ROW][C]53[/C][C]0.118957[/C][C]0.9214[/C][C]0.180257[/C][/ROW]
[ROW][C]54[/C][C]0.100813[/C][C]0.7809[/C][C]0.218967[/C][/ROW]
[ROW][C]55[/C][C]0.062505[/C][C]0.4842[/C][C]0.315017[/C][/ROW]
[ROW][C]56[/C][C]0.066571[/C][C]0.5157[/C][C]0.303994[/C][/ROW]
[ROW][C]57[/C][C]0.070714[/C][C]0.5477[/C][C]0.292949[/C][/ROW]
[ROW][C]58[/C][C]0.022816[/C][C]0.1767[/C][C]0.430157[/C][/ROW]
[ROW][C]59[/C][C]0.041395[/C][C]0.3206[/C][C]0.374798[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62434&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62434&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.486218	3.7662	0.00019
2	0.364636	2.8245	0.00321
3	0.439543	3.4047	0.000593
4	0.447739	3.4682	0.000488
5	0.374016	2.8971	0.002625
6	0.264478	2.0486	0.02244
7	0.164813	1.2766	0.103325
8	0.218937	1.6959	0.047546
9	0.078956	0.6116	0.27156
10	-0.048899	-0.3788	0.353099
11	0.077358	0.5992	0.275644
12	0.28139	2.1796	0.01661
13	-0.043218	-0.3348	0.369483
14	-0.113921	-0.8824	0.190534
15	-0.065713	-0.509	0.306306
16	0.03698	0.2864	0.387763
17	-0.043997	-0.3408	0.367224
18	-0.085444	-0.6618	0.255302
19	-0.090487	-0.7009	0.243034
20	-0.067273	-0.5211	0.302108
21	-0.184823	-1.4316	0.078719
22	-0.203931	-1.5796	0.059723
23	-0.117491	-0.9101	0.183211
24	0.006513	0.0505	0.479965
25	-0.180138	-1.3953	0.084028
26	-0.278475	-2.1571	0.017509
27	-0.189835	-1.4705	0.073332
28	-0.093614	-0.7251	0.235596
29	-0.188863	-1.4629	0.074353
30	-0.19114	-1.4806	0.071978
31	-0.176665	-1.3684	0.088138
32	-0.211468	-1.638	0.053325
33	-0.248927	-1.9282	0.029284
34	-0.239592	-1.8559	0.034192
35	-0.194668	-1.5079	0.068415
36	-0.103096	-0.7986	0.213842
37	-0.209178	-1.6203	0.055208
38	-0.267023	-2.0684	0.021462
39	-0.152659	-1.1825	0.120837
40	-0.075739	-0.5867	0.279812
41	-0.131996	-1.0224	0.155339
42	-0.081577	-0.6319	0.264928
43	-0.055896	-0.433	0.333295
44	-0.107686	-0.8341	0.203757
45	-0.042032	-0.3256	0.372939
46	-0.070189	-0.5437	0.294337
47	0.012319	0.0954	0.462149
48	0.089004	0.6894	0.246608
49	-0.006653	-0.0515	0.479535
50	0.017982	0.1393	0.444844
51	0.096048	0.744	0.229895
52	0.121609	0.942	0.174991
53	0.118957	0.9214	0.180257
54	0.100813	0.7809	0.218967
55	0.062505	0.4842	0.315017
56	0.066571	0.5157	0.303994
57	0.070714	0.5477	0.292949
58	0.022816	0.1767	0.430157
59	0.041395	0.3206	0.374798
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.486218	3.7662	0.00019
2	0.167928	1.3008	0.099157
3	0.2835	2.196	0.015985
4	0.195754	1.5163	0.067346
5	0.07184	0.5565	0.28998
6	-0.070869	-0.5489	0.292539
7	-0.161525	-1.2512	0.107865
8	0.018737	0.1451	0.442546
9	-0.18414	-1.4263	0.079476
10	-0.170533	-1.3209	0.095768
11	0.147839	1.1452	0.128345
12	0.448511	3.4741	0.000479
13	-0.228902	-1.7731	0.040646
14	-0.163611	-1.2673	0.104968
15	-0.152052	-1.1778	0.121765
16	0.022158	0.1716	0.432152
17	-0.138339	-1.0716	0.144102
18	0.12769	0.9891	0.163298
19	0.148191	1.1479	0.127787
20	-0.078567	-0.6086	0.27255
21	-0.159135	-1.2327	0.111257
22	-0.001942	-0.015	0.494023
23	-0.101141	-0.7834	0.218226
24	-0.033909	-0.2627	0.396858
25	0.106917	0.8282	0.205426
26	-0.018126	-0.1404	0.444407
27	-0.056296	-0.4361	0.332176
28	-0.05504	-0.4263	0.335694
29	-0.054279	-0.4204	0.337831
30	-0.114052	-0.8834	0.190261
31	-0.00134	-0.0104	0.495878
32	-0.061686	-0.4778	0.317258
33	0.031929	0.2473	0.402751
34	0.007009	0.0543	0.478443
35	-0.040942	-0.3171	0.376121
36	-0.086945	-0.6735	0.251615
37	0.027808	0.2154	0.415092
38	0.010317	0.0799	0.468284
39	0.003763	0.0291	0.488423
40	0.034068	0.2639	0.396384
41	-0.001524	-0.0118	0.495309
42	-0.034305	-0.2657	0.395682
43	-0.043717	-0.3386	0.368034
44	-0.089879	-0.6962	0.244497
45	0.094423	0.7314	0.233691
46	-0.071015	-0.5501	0.292152
47	0.098696	0.7645	0.223784
48	0.099685	0.7722	0.221525
49	-0.014156	-0.1096	0.456527
50	0.043568	0.3375	0.368467
51	-0.006315	-0.0489	0.480575
52	-0.052416	-0.406	0.343089
53	-0.062256	-0.4822	0.315698
54	-0.080618	-0.6245	0.267345
55	-0.15564	-1.2056	0.116356
56	0.042785	0.3314	0.370745
57	0.054502	0.4222	0.337204
58	0.048048	0.3722	0.355536
59	-0.090486	-0.7009	0.243037
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.486218 & 3.7662 & 0.00019 \tabularnewline
2 & 0.167928 & 1.3008 & 0.099157 \tabularnewline
3 & 0.2835 & 2.196 & 0.015985 \tabularnewline
4 & 0.195754 & 1.5163 & 0.067346 \tabularnewline
5 & 0.07184 & 0.5565 & 0.28998 \tabularnewline
6 & -0.070869 & -0.5489 & 0.292539 \tabularnewline
7 & -0.161525 & -1.2512 & 0.107865 \tabularnewline
8 & 0.018737 & 0.1451 & 0.442546 \tabularnewline
9 & -0.18414 & -1.4263 & 0.079476 \tabularnewline
10 & -0.170533 & -1.3209 & 0.095768 \tabularnewline
11 & 0.147839 & 1.1452 & 0.128345 \tabularnewline
12 & 0.448511 & 3.4741 & 0.000479 \tabularnewline
13 & -0.228902 & -1.7731 & 0.040646 \tabularnewline
14 & -0.163611 & -1.2673 & 0.104968 \tabularnewline
15 & -0.152052 & -1.1778 & 0.121765 \tabularnewline
16 & 0.022158 & 0.1716 & 0.432152 \tabularnewline
17 & -0.138339 & -1.0716 & 0.144102 \tabularnewline
18 & 0.12769 & 0.9891 & 0.163298 \tabularnewline
19 & 0.148191 & 1.1479 & 0.127787 \tabularnewline
20 & -0.078567 & -0.6086 & 0.27255 \tabularnewline
21 & -0.159135 & -1.2327 & 0.111257 \tabularnewline
22 & -0.001942 & -0.015 & 0.494023 \tabularnewline
23 & -0.101141 & -0.7834 & 0.218226 \tabularnewline
24 & -0.033909 & -0.2627 & 0.396858 \tabularnewline
25 & 0.106917 & 0.8282 & 0.205426 \tabularnewline
26 & -0.018126 & -0.1404 & 0.444407 \tabularnewline
27 & -0.056296 & -0.4361 & 0.332176 \tabularnewline
28 & -0.05504 & -0.4263 & 0.335694 \tabularnewline
29 & -0.054279 & -0.4204 & 0.337831 \tabularnewline
30 & -0.114052 & -0.8834 & 0.190261 \tabularnewline
31 & -0.00134 & -0.0104 & 0.495878 \tabularnewline
32 & -0.061686 & -0.4778 & 0.317258 \tabularnewline
33 & 0.031929 & 0.2473 & 0.402751 \tabularnewline
34 & 0.007009 & 0.0543 & 0.478443 \tabularnewline
35 & -0.040942 & -0.3171 & 0.376121 \tabularnewline
36 & -0.086945 & -0.6735 & 0.251615 \tabularnewline
37 & 0.027808 & 0.2154 & 0.415092 \tabularnewline
38 & 0.010317 & 0.0799 & 0.468284 \tabularnewline
39 & 0.003763 & 0.0291 & 0.488423 \tabularnewline
40 & 0.034068 & 0.2639 & 0.396384 \tabularnewline
41 & -0.001524 & -0.0118 & 0.495309 \tabularnewline
42 & -0.034305 & -0.2657 & 0.395682 \tabularnewline
43 & -0.043717 & -0.3386 & 0.368034 \tabularnewline
44 & -0.089879 & -0.6962 & 0.244497 \tabularnewline
45 & 0.094423 & 0.7314 & 0.233691 \tabularnewline
46 & -0.071015 & -0.5501 & 0.292152 \tabularnewline
47 & 0.098696 & 0.7645 & 0.223784 \tabularnewline
48 & 0.099685 & 0.7722 & 0.221525 \tabularnewline
49 & -0.014156 & -0.1096 & 0.456527 \tabularnewline
50 & 0.043568 & 0.3375 & 0.368467 \tabularnewline
51 & -0.006315 & -0.0489 & 0.480575 \tabularnewline
52 & -0.052416 & -0.406 & 0.343089 \tabularnewline
53 & -0.062256 & -0.4822 & 0.315698 \tabularnewline
54 & -0.080618 & -0.6245 & 0.267345 \tabularnewline
55 & -0.15564 & -1.2056 & 0.116356 \tabularnewline
56 & 0.042785 & 0.3314 & 0.370745 \tabularnewline
57 & 0.054502 & 0.4222 & 0.337204 \tabularnewline
58 & 0.048048 & 0.3722 & 0.355536 \tabularnewline
59 & -0.090486 & -0.7009 & 0.243037 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62434&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.486218[/C][C]3.7662[/C][C]0.00019[/C][/ROW]
[ROW][C]2[/C][C]0.167928[/C][C]1.3008[/C][C]0.099157[/C][/ROW]
[ROW][C]3[/C][C]0.2835[/C][C]2.196[/C][C]0.015985[/C][/ROW]
[ROW][C]4[/C][C]0.195754[/C][C]1.5163[/C][C]0.067346[/C][/ROW]
[ROW][C]5[/C][C]0.07184[/C][C]0.5565[/C][C]0.28998[/C][/ROW]
[ROW][C]6[/C][C]-0.070869[/C][C]-0.5489[/C][C]0.292539[/C][/ROW]
[ROW][C]7[/C][C]-0.161525[/C][C]-1.2512[/C][C]0.107865[/C][/ROW]
[ROW][C]8[/C][C]0.018737[/C][C]0.1451[/C][C]0.442546[/C][/ROW]
[ROW][C]9[/C][C]-0.18414[/C][C]-1.4263[/C][C]0.079476[/C][/ROW]
[ROW][C]10[/C][C]-0.170533[/C][C]-1.3209[/C][C]0.095768[/C][/ROW]
[ROW][C]11[/C][C]0.147839[/C][C]1.1452[/C][C]0.128345[/C][/ROW]
[ROW][C]12[/C][C]0.448511[/C][C]3.4741[/C][C]0.000479[/C][/ROW]
[ROW][C]13[/C][C]-0.228902[/C][C]-1.7731[/C][C]0.040646[/C][/ROW]
[ROW][C]14[/C][C]-0.163611[/C][C]-1.2673[/C][C]0.104968[/C][/ROW]
[ROW][C]15[/C][C]-0.152052[/C][C]-1.1778[/C][C]0.121765[/C][/ROW]
[ROW][C]16[/C][C]0.022158[/C][C]0.1716[/C][C]0.432152[/C][/ROW]
[ROW][C]17[/C][C]-0.138339[/C][C]-1.0716[/C][C]0.144102[/C][/ROW]
[ROW][C]18[/C][C]0.12769[/C][C]0.9891[/C][C]0.163298[/C][/ROW]
[ROW][C]19[/C][C]0.148191[/C][C]1.1479[/C][C]0.127787[/C][/ROW]
[ROW][C]20[/C][C]-0.078567[/C][C]-0.6086[/C][C]0.27255[/C][/ROW]
[ROW][C]21[/C][C]-0.159135[/C][C]-1.2327[/C][C]0.111257[/C][/ROW]
[ROW][C]22[/C][C]-0.001942[/C][C]-0.015[/C][C]0.494023[/C][/ROW]
[ROW][C]23[/C][C]-0.101141[/C][C]-0.7834[/C][C]0.218226[/C][/ROW]
[ROW][C]24[/C][C]-0.033909[/C][C]-0.2627[/C][C]0.396858[/C][/ROW]
[ROW][C]25[/C][C]0.106917[/C][C]0.8282[/C][C]0.205426[/C][/ROW]
[ROW][C]26[/C][C]-0.018126[/C][C]-0.1404[/C][C]0.444407[/C][/ROW]
[ROW][C]27[/C][C]-0.056296[/C][C]-0.4361[/C][C]0.332176[/C][/ROW]
[ROW][C]28[/C][C]-0.05504[/C][C]-0.4263[/C][C]0.335694[/C][/ROW]
[ROW][C]29[/C][C]-0.054279[/C][C]-0.4204[/C][C]0.337831[/C][/ROW]
[ROW][C]30[/C][C]-0.114052[/C][C]-0.8834[/C][C]0.190261[/C][/ROW]
[ROW][C]31[/C][C]-0.00134[/C][C]-0.0104[/C][C]0.495878[/C][/ROW]
[ROW][C]32[/C][C]-0.061686[/C][C]-0.4778[/C][C]0.317258[/C][/ROW]
[ROW][C]33[/C][C]0.031929[/C][C]0.2473[/C][C]0.402751[/C][/ROW]
[ROW][C]34[/C][C]0.007009[/C][C]0.0543[/C][C]0.478443[/C][/ROW]
[ROW][C]35[/C][C]-0.040942[/C][C]-0.3171[/C][C]0.376121[/C][/ROW]
[ROW][C]36[/C][C]-0.086945[/C][C]-0.6735[/C][C]0.251615[/C][/ROW]
[ROW][C]37[/C][C]0.027808[/C][C]0.2154[/C][C]0.415092[/C][/ROW]
[ROW][C]38[/C][C]0.010317[/C][C]0.0799[/C][C]0.468284[/C][/ROW]
[ROW][C]39[/C][C]0.003763[/C][C]0.0291[/C][C]0.488423[/C][/ROW]
[ROW][C]40[/C][C]0.034068[/C][C]0.2639[/C][C]0.396384[/C][/ROW]
[ROW][C]41[/C][C]-0.001524[/C][C]-0.0118[/C][C]0.495309[/C][/ROW]
[ROW][C]42[/C][C]-0.034305[/C][C]-0.2657[/C][C]0.395682[/C][/ROW]
[ROW][C]43[/C][C]-0.043717[/C][C]-0.3386[/C][C]0.368034[/C][/ROW]
[ROW][C]44[/C][C]-0.089879[/C][C]-0.6962[/C][C]0.244497[/C][/ROW]
[ROW][C]45[/C][C]0.094423[/C][C]0.7314[/C][C]0.233691[/C][/ROW]
[ROW][C]46[/C][C]-0.071015[/C][C]-0.5501[/C][C]0.292152[/C][/ROW]
[ROW][C]47[/C][C]0.098696[/C][C]0.7645[/C][C]0.223784[/C][/ROW]
[ROW][C]48[/C][C]0.099685[/C][C]0.7722[/C][C]0.221525[/C][/ROW]
[ROW][C]49[/C][C]-0.014156[/C][C]-0.1096[/C][C]0.456527[/C][/ROW]
[ROW][C]50[/C][C]0.043568[/C][C]0.3375[/C][C]0.368467[/C][/ROW]
[ROW][C]51[/C][C]-0.006315[/C][C]-0.0489[/C][C]0.480575[/C][/ROW]
[ROW][C]52[/C][C]-0.052416[/C][C]-0.406[/C][C]0.343089[/C][/ROW]
[ROW][C]53[/C][C]-0.062256[/C][C]-0.4822[/C][C]0.315698[/C][/ROW]
[ROW][C]54[/C][C]-0.080618[/C][C]-0.6245[/C][C]0.267345[/C][/ROW]
[ROW][C]55[/C][C]-0.15564[/C][C]-1.2056[/C][C]0.116356[/C][/ROW]
[ROW][C]56[/C][C]0.042785[/C][C]0.3314[/C][C]0.370745[/C][/ROW]
[ROW][C]57[/C][C]0.054502[/C][C]0.4222[/C][C]0.337204[/C][/ROW]
[ROW][C]58[/C][C]0.048048[/C][C]0.3722[/C][C]0.355536[/C][/ROW]
[ROW][C]59[/C][C]-0.090486[/C][C]-0.7009[/C][C]0.243037[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62434&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62434&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.486218	3.7662	0.00019
2	0.167928	1.3008	0.099157
3	0.2835	2.196	0.015985
4	0.195754	1.5163	0.067346
5	0.07184	0.5565	0.28998
6	-0.070869	-0.5489	0.292539
7	-0.161525	-1.2512	0.107865
8	0.018737	0.1451	0.442546
9	-0.18414	-1.4263	0.079476
10	-0.170533	-1.3209	0.095768
11	0.147839	1.1452	0.128345
12	0.448511	3.4741	0.000479
13	-0.228902	-1.7731	0.040646
14	-0.163611	-1.2673	0.104968
15	-0.152052	-1.1778	0.121765
16	0.022158	0.1716	0.432152
17	-0.138339	-1.0716	0.144102
18	0.12769	0.9891	0.163298
19	0.148191	1.1479	0.127787
20	-0.078567	-0.6086	0.27255
21	-0.159135	-1.2327	0.111257
22	-0.001942	-0.015	0.494023
23	-0.101141	-0.7834	0.218226
24	-0.033909	-0.2627	0.396858
25	0.106917	0.8282	0.205426
26	-0.018126	-0.1404	0.444407
27	-0.056296	-0.4361	0.332176
28	-0.05504	-0.4263	0.335694
29	-0.054279	-0.4204	0.337831
30	-0.114052	-0.8834	0.190261
31	-0.00134	-0.0104	0.495878
32	-0.061686	-0.4778	0.317258
33	0.031929	0.2473	0.402751
34	0.007009	0.0543	0.478443
35	-0.040942	-0.3171	0.376121
36	-0.086945	-0.6735	0.251615
37	0.027808	0.2154	0.415092
38	0.010317	0.0799	0.468284
39	0.003763	0.0291	0.488423
40	0.034068	0.2639	0.396384
41	-0.001524	-0.0118	0.495309
42	-0.034305	-0.2657	0.395682
43	-0.043717	-0.3386	0.368034
44	-0.089879	-0.6962	0.244497
45	0.094423	0.7314	0.233691
46	-0.071015	-0.5501	0.292152
47	0.098696	0.7645	0.223784
48	0.099685	0.7722	0.221525
49	-0.014156	-0.1096	0.456527
50	0.043568	0.3375	0.368467
51	-0.006315	-0.0489	0.480575
52	-0.052416	-0.406	0.343089
53	-0.062256	-0.4822	0.315698
54	-0.080618	-0.6245	0.267345
55	-0.15564	-1.2056	0.116356
56	0.042785	0.3314	0.370745
57	0.054502	0.4222	0.337204
58	0.048048	0.3722	0.355536
59	-0.090486	-0.7009	0.243037
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code